UVXY 预期波动历史 ProShares - Ultra VIX Short-Term Futures ETF
每个交易日收盘后,我们记录期权市场对各到期日的定价——均在结果揭晓前留存。到期日过后,实际结果会附记于原始预估值旁。预估值在事后绝不修改。 如何解读这些统计数据 · 记录开始于 Aug 31, 2026
已解决的比较项93
收盘价处于区间内96%
|实际值| 低于预期值95%
平均预期波动幅度±10.7%
平均|实际|波动幅度4.8%
平均绝对误差6.0pt
隐含与已实现波动率,按到期日
每个到期日:琥珀色轮廓框为最接近到期时记录的预期涨跌幅;实心柱为股票实际涨跌幅。柱形下方标注带符号的具体数值。
预期(已记录)实际
已记录(等待结果)
| 快照 | 到期时间 | DTE | 当时现货价 | 预期涨跌幅 | 区间 | 方法 |
|---|---|---|---|---|---|---|
| Oct 16 | Oct 16 | 0 | 18.45 | ±1.7% | 18.14–18.77 | em-1.0 |
| Oct 14 | Oct 16 | 2 | 16.71 | ±4.4% | 15.97–17.45 | em-1.0 |
| Oct 13 | Oct 16 | 3 | 15.89 | ±4.1% | 15.23–16.55 | em-1.0 |
| Oct 09 | Oct 16 | 7 | 16.29 | ±5.6% | 15.38–17.20 | em-1.0 |
| Oct 08 | Oct 16 | 8 | 16.61 | ±6.8% | 15.48–17.73 | em-1.0 |
| Oct 07 | Oct 16 | 9 | 16.19 | ±6.2% | 15.18–17.20 | em-1.0 |
| Oct 06 | Oct 16 | 10 | 16.06 | ±6.6% | 14.99–17.12 | em-1.0 |
| Oct 05 | Oct 16 | 11 | 16.69 | ±7.0% | 15.52–17.86 | em-1.0 |
| Oct 02 | Oct 16 | 14 | 17.00 | ±9.3% | 15.42–18.58 | em-1.0 |
| Oct 01 | Oct 16 | 15 | 17.49 | ±12.2% | 15.37–19.61 | em-1.0 |
| Sep 23 | Oct 16 | 23 | 16.61 | ±14.8% | 14.15–19.07 | em-1.0 |
| Sep 22 | Oct 16 | 24 | 16.61 | ±14.8% | 14.15–19.07 | em-1.0 |
| Sep 21 | Oct 16 | 25 | 17.41 | ±16.9% | 14.46–20.36 | em-1.0 |
| Sep 18 | Oct 16 | 28 | 17.52 | ±18.6% | 14.27–20.77 | em-1.0 |
| Sep 17 | Oct 16 | 29 | 17.44 | ±17.0% | 14.47–20.41 | em-1.0 |
| Sep 16 | Oct 16 | 30 | 18.62 | ±21.4% | 14.63–22.61 | em-1.0 |
| Sep 15 | Oct 16 | 31 | 18.20 | ±19.9% | 14.57–21.83 | em-1.0 |
| Sep 14 | Oct 16 | 32 | 18.20 | ±20.1% | 14.54–21.85 | em-1.0 |
| Sep 11 | Oct 16 | 35 | 17.93 | ±21.4% | 14.10–21.77 | em-1.0 |
| Sep 10 | Oct 16 | 36 | 19.17 | ±23.1% | 14.73–23.61 | em-1.0 |
| Sep 09 | Oct 16 | 37 | 18.37 | ±22.0% | 14.33–22.41 | em-1.0 |
| Sep 08 | Oct 16 | 38 | 17.72 | ±22.7% | 13.71–21.73 | em-1.0 |
| Sep 07 | Oct 16 | 39 | 17.52 | ±24.1% | 13.30–21.73 | em-1.0 |
| Sep 04 | Oct 16 | 42 | 17.21 | ±22.2% | 13.38–21.04 | em-1.0 |
| Sep 03 | Oct 16 | 43 | 17.46 | ±22.1% | 13.59–21.32 | em-1.0 |
| Sep 02 | Oct 16 | 44 | 17.97 | ±24.2% | 13.62–22.32 | em-1.0 |
| Sep 01 | Oct 16 | 45 | 18.88 | ±24.1% | 14.33–23.43 | em-1.0 |
| Aug 31 | Oct 16 | 46 | 18.05 | ±23.9% | 13.74–22.37 | em-1.0 |
| Oct 16 | Oct 23 | 7 | 18.45 | ±16.5% | 15.41–21.49 | em-1.0 |
| Oct 14 | Oct 23 | 9 | 16.71 | ±8.4% | 15.30–18.11 | em-1.0 |
已归档快照
| 快照 | 已到期 | 预期值 | 实际值 | 在区间内? | 现货价 → 收盘价 |
|---|---|---|---|---|---|
| Oct 09, 2026 | Oct 09 | ±1.9% | +0.2% | 区间内 | 16.29 → 16.32 |
| Oct 08, 2026 | Oct 09 | ±2.5% | -1.7% | 区间内 | 16.61 → 16.32 |
| Oct 07, 2026 | Oct 09 | ±2.7% | +0.8% | 区间内 | 16.19 → 16.32 |
| Oct 06, 2026 | Oct 09 | ±3.1% | +1.6% | 区间内 | 16.06 → 16.32 |
| Oct 05, 2026 | Oct 09 | ±4.4% | -2.2% | 区间内 | 16.69 → 16.32 |
| Oct 02, 2026 | Oct 09 | ±5.0% | -4.0% | 区间内 | 17.00 → 16.32 |
| Oct 01, 2026 | Oct 09 | ±6.8% | -6.7% | 区间内 | 17.49 → 16.32 |
| Sep 23, 2026 | Oct 09 | ±10.9% | -1.7% | 区间内 | 16.61 → 16.32 |
| Sep 22, 2026 | Oct 09 | ±10.9% | -1.7% | 区间内 | 16.61 → 16.32 |
| Sep 21, 2026 | Oct 09 | ±13.0% | -6.3% | 区间内 | 17.41 → 16.32 |
| Sep 18, 2026 | Oct 09 | ±14.6% | -6.8% | 区间内 | 17.52 → 16.32 |
| Sep 17, 2026 | Oct 09 | ±15.5% | -6.4% | 区间内 | 17.44 → 16.32 |
| Sep 16, 2026 | Oct 09 | ±18.3% | -12.4% | 区间内 | 18.62 → 16.32 |
| Sep 15, 2026 | Oct 09 | ±18.1% | -10.3% | 区间内 | 18.20 → 16.32 |
| Sep 14, 2026 | Oct 09 | ±16.6% | -10.3% | 区间内 | 18.20 → 16.32 |
| Sep 11, 2026 | Oct 09 | ±18.2% | -9.0% | 区间内 | 17.93 → 16.32 |
| Sep 10, 2026 | Oct 09 | ±20.4% | -14.9% | 区间内 | 19.17 → 16.32 |
| Sep 09, 2026 | Oct 09 | ±20.0% | -11.2% | 区间内 | 18.37 → 16.32 |
| Sep 08, 2026 | Oct 09 | ±18.6% | -7.9% | 区间内 | 17.72 → 16.32 |
| Sep 07, 2026 | Oct 09 | ±18.7% | -6.8% | 区间内 | 17.52 → 16.32 |
| Sep 04, 2026 | Oct 09 | ±19.4% | -5.2% | 区间内 | 17.21 → 16.32 |
| Sep 03, 2026 | Oct 09 | ±19.7% | -6.5% | 区间内 | 17.46 → 16.32 |
| Sep 02, 2026 | Oct 09 | ±21.3% | -9.2% | 区间内 | 17.97 → 16.32 |
| Sep 01, 2026 | Oct 09 | ±21.6% | -13.6% | 区间内 | 18.88 → 16.32 |
| Aug 31, 2026 | Oct 09 | ±21.1% | -9.6% | 区间内 | 18.05 → 16.32 |
| Oct 02, 2026 | Oct 02 | ±0.2% | -0.2% | 区间内 | 17.00 → 16.97 |
| Oct 01, 2026 | Oct 02 | ±3.0% | -3.0% | 区间内 | 17.49 → 16.97 |
| Sep 23, 2026 | Oct 02 | ±7.4% | +2.2% | 区间内 | 16.61 → 16.97 |
| Sep 22, 2026 | Oct 02 | ±7.4% | +2.2% | 区间内 | 16.61 → 16.97 |
| Sep 21, 2026 | Oct 02 | ±9.0% | -2.6% | 区间内 | 17.41 → 16.97 |
| Sep 18, 2026 | Oct 02 | ±10.4% | -3.1% | 区间内 | 17.52 → 16.97 |
| Sep 17, 2026 | Oct 02 | ±11.2% | -2.7% | 区间内 | 17.44 → 16.97 |
| Sep 16, 2026 | Oct 02 | ±14.6% | -8.9% | 区间内 | 18.62 → 16.97 |
| Sep 15, 2026 | Oct 02 | ±14.5% | -6.8% | 区间内 | 18.20 → 16.97 |
| Sep 14, 2026 | Oct 02 | ±14.9% | -6.8% | 区间内 | 18.20 → 16.97 |
| Sep 11, 2026 | Oct 02 | ±14.9% | -5.4% | 区间内 | 17.93 → 16.97 |
| Sep 10, 2026 | Oct 02 | ±17.8% | -11.5% | 区间内 | 19.17 → 16.97 |
| Sep 09, 2026 | Oct 02 | ±16.7% | -7.6% | 区间内 | 18.37 → 16.97 |
| Sep 08, 2026 | Oct 02 | ±15.9% | -4.2% | 区间内 | 17.72 → 16.97 |
| Sep 07, 2026 | Oct 02 | ±17.1% | -3.1% | 区间内 | 17.52 → 16.97 |
| Sep 04, 2026 | Oct 02 | ±16.3% | -1.4% | 区间内 | 17.21 → 16.97 |
| Sep 03, 2026 | Oct 02 | ±17.6% | -2.8% | 区间内 | 17.46 → 16.97 |
| Sep 02, 2026 | Oct 02 | ±17.7% | -5.6% | 区间内 | 17.97 → 16.97 |
| Sep 01, 2026 | Oct 02 | ±18.8% | -10.1% | 区间内 | 18.88 → 16.97 |
| Aug 31, 2026 | Oct 02 | ±18.1% | -6.0% | 区间内 | 18.05 → 16.97 |
| Sep 23, 2026 | Sep 25 | ±3.6% | +1.4% | 区间内 | 16.61 → 16.85 |
| Sep 22, 2026 | Sep 25 | ±3.6% | +1.4% | 区间内 | 16.61 → 16.85 |
| Sep 21, 2026 | Sep 25 | ±5.0% | -3.2% | 区间内 | 17.41 → 16.85 |
| Sep 18, 2026 | Sep 25 | ±6.3% | -3.8% | 区间内 | 17.52 → 16.85 |
| Sep 17, 2026 | Sep 25 | ±7.3% | -3.4% | 区间内 | 17.44 → 16.85 |
| Sep 16, 2026 | Sep 25 | ±10.9% | -9.5% | 区间内 | 18.62 → 16.85 |
| Sep 15, 2026 | Sep 25 | ±9.5% | -7.4% | 区间内 | 18.20 → 16.85 |
| Sep 14, 2026 | Sep 25 | ±10.6% | -7.4% | 区间内 | 18.20 → 16.85 |
| Sep 11, 2026 | Sep 25 | ±11.4% | -6.0% | 区间内 | 17.93 → 16.85 |
| Sep 10, 2026 | Sep 25 | ±14.0% | -12.1% | 区间内 | 19.17 → 16.85 |
| Sep 09, 2026 | Sep 25 | ±13.4% | -8.3% | 区间内 | 18.37 → 16.85 |
| Sep 08, 2026 | Sep 25 | ±13.0% | -4.9% | 区间内 | 17.72 → 16.85 |
| Sep 07, 2026 | Sep 25 | ±13.6% | -3.8% | 区间内 | 17.52 → 16.85 |
| Sep 04, 2026 | Sep 25 | ±13.5% | -2.1% | 区间内 | 17.21 → 16.85 |
| Sep 03, 2026 | Sep 25 | ±13.8% | -3.5% | 区间内 | 17.46 → 16.85 |
结果通过比较记录的价格区间与到期日收盘价得出。各行显示所用方法版本(与当前版本不同时);当前版本: em-1.0.